|
|||||
|
|
On Markov chains induced by partitioned transition probability matrices |
|
| Authors: | Thomas Kaijser |
| Affiliation: | Department of Mathematics and Information Coding Group, Linkoping University, S-581 83 LinkSping, Sweden |
| Abstract: | Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. |
| Keywords: | Markov chains on nonlocally compact spaces filtering processes hidden Markov chains Kantorovich metric barycenter |
| 本文献已被 维普 SpringerLink 等数据库收录！ | |